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QC,
I am trying to place fractional orders in both LEAN CLI and cloud with custom data however I'm being met with these errors:
Backtest Handled Error: Warning: Due to brokerage limitations, orders will be rounded to the nearest lot size of 1I tried to set a brokerage model that should accept fractional orders (Binance,Bifinex,etc) I receive the following exception:
Backtest Handled Error: Order Error: id: 6, Error executing margin models: Unsupported security type: BaseI also attempted to make a custom brokerage model and override all the methods in the brokerage model, but this did not work.
I also tried to look for a way to change the security type of my cusomData but it seems to be internally set.
How can I get around this?
Thanks,
Louis Szeto
Hi JiTrue
Sorry for the delay. You may customize the lot size property in Lean CLI by changing the file LeanCLI\data\symbol-properties\symbol-property-database.csv. I’ll advice you to keep a backup on the default version first.
Best
Louis
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JiTrue
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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